Research Output per year
Fingerprint Dive into the research topics where Stephen Taylor is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Fisher information
Physics & Astronomy
Conformally Flat
Mathematics
Metric
Mathematics
Heat Kernel
Mathematics
Minimal surface
Mathematics
Decay Rate
Mathematics
Isometric
Mathematics
Volatility
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2008 2019
- 7 Citations
- 1 h-Index
- 5 Article
Clustering financial return distributions using the Fisher information metric
Taylor, S., Feb 1 2019, In : Entropy. 21, 2, 110.New Jersey Institute of Technology
Research output: Contribution to journal › Article
Open Access
Fisher information
differential geometry
matrices
statistics
geometry
Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions
Taylor, S., Glasgow, S., Taylor, J. & Vecer, J., Sep 1 2016, In : Methodology and Computing in Applied Probability. 18, 3, p. 847-867 21 p.Research output: Contribution to journal › Article
Heat Kernel
Volatility
Approximation
Transition Density
Model
7
Citations
(Scopus)
A novel reduction of the simple asian option and lie-group invariant solutionsa
Taylor, S. & Glasgow, S., Dec 1 2009, In : International Journal of Theoretical and Applied Finance. 12, 8, p. 1197-1212 16 p.Research output: Contribution to journal › Article
Partial differential equations
Asian options
Symmetry
Symmetry group
Asia
Locally isometric families of minimal surfaces
Peterson, A. & Taylor, S., Jun 24 2008, In : Balkan Journal of Geometry and its Applications. 13, 2, p. 80-85 6 p.Research output: Contribution to journal › Article
Minimal surface
Isometric
Metric
Systems of Partial Differential Equations
Euclidean